+651.5%
ADI vs GNRC
+448.8%
+202.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +1.9% | +3.8% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | -1.2% | -15.7% | +14.6% | +4.8% |
| 3M | -7.8% | -27.3% | +19.5% | +2.8% |
| 6M | +19.3% | -12.1% | +31.4% | +23.8% |
| YTD | +40.9% | +37.1% | +3.8% | +24.4% |
| 1Y | +54.5% | -0.5% | +55.0% | +50.8% |
| 3Y | +123.4% | +61.5% | +61.9% | +77.8% |
| 5Y | +142.3% | -58.6% | +200.9% | +189.3% |
| All | +651.5% | +448.8% | +202.7% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GNRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling